The Team: 

The Foreign Exchange (FX) Options Team is a specialized group of software engineers and financial experts who build the core systems that power risk analysis and pricing for FX derivatives. Our mission is to deliver high-performance, scalable, and maintainable C++ solutions that traders rely on every day. 

This involves: 

• Real-time risk analysis for traders 

• Accurate pricing models that reflect market volatility, interest rates, and client-specific strategies 

• Market parameter interpolation to simulate realistic conditions 

• Strategic risk mitigation to protect portfolios from market fluctuations 

 Why Join Us? 

• Impact: Your code will be used by traders making real-time decisions in global markets. 

• Learning: Work alongside experts in quantitative finance, software architecture, and algorithmic optimization. 

• Innovation: Be part of a team that constantly pushes boundaries to meet evolving client needs. 

• Growth: Gain deep experience in financial modeling, high-performance computing, and software craftsmanship. 

1- Refactor the FX Risk Engine: Build the Backbone of Real-Time Risk Analysis:  

As part of the internship, you’ll contribute to an exciting initiative: the refactoring of the foreign exchange risk engine, a key module used to simulate and analyze risk for FX products. 

This project is a great opportunity to: 

• Deepen your understanding of C++ by working on a real-world, performance-sensitive system 

• Learn how to improve code structure and readability in a large-scale codebase 

• Explore techniques for optimizing performance and reducing technical debt 

• Gain experience in building software that is maintainable, scalable, and robust 

You’ll be supported by experienced engineers and will learn how to write code that meets high standards while staying adaptable to evolving business needs. It’s a hands-on way to grow your skills and see how software engineering directly supports financial decision-making. 

2- Reduce the feedback loop of the FX option module:  

As part of the internship, you’ll help improve the quality and reliability of the FX risk engine by implementing a robust suite of unit tests. This isn’t just about writing basic assertions, it’s about learning how to test complex financial logic in meaningful and innovative ways. 

You’ll explore: 

• How to design tests that go beyond checking values, like replicating financial models and validating core logic 

• Techniques to catch bugs early and shorten the development feedback loop 

• Best practices for writing clean, maintainable, and scalable test code 

You’ll be encouraged to think creatively and propose new ways to test the system. The team will provide the resources and mentorship you need to understand the financial concepts behind the code, so you can build tests that truly reflect how the system is used in real-world trading. 

3- Make the Risk Engine Observable 

You’ll take on the challenge of making the FX risk engine more observable and transparent by designing a smart, efficient logging system. But this isn’t just about printing messages to a console, this is your chance to get creative and build something that’s both technically elegant and practically useful. 

You’ll explore how to: 

• Use modern C++ features, including stream-based and concept-based interfaces, to build a clean and flexible logging framework 

• Decide what to log, when, and how, balancing detail with performance 

• Create logs that are informative without being noisy, and structured without being over-engineered 

The goal is to design a logging solution that fits seamlessly into the system, not too flashy, not too plain, but just right: a perfect blend of usability, efficiency, and clarity. You’ll be encouraged to think like a product designer: What would help a developer debug faster? What would help a quant understand model behavior? You’ll have the freedom to experiment, and the team will provide the support and resources you need to learn and grow. 

This mission is a great opportunity to develop your creative problem-solving skills, while learning how observability plays a key role in building reliable, production-grade systems.

Your Profile/Who you are? 

We’re looking for a curious and driven engineering student who’s ready to take on real-world challenges and grow into a high-level C++ developer. 

• Education: Master’s degree in engineering (or currently pursuing one) 

• Mandatory Skills: Solid foundation in C++ programming – you don’t need to be an expert yet, but you should be motivated to become one 

• Nice to Have: Interest or background in finance, quantitative modeling, or trading systems 

This internship is designed for someone who wants to learn fast, think creatively, and contribute to a team that values technical excellence and innovation. You’ll be supported by experienced mentors and given the space to explore, experiment, and grow. 

Duration: 6 months from March 2025